Download This PaperNonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey
Syracuse University Center for Policy Research Working Paper No. 16
47 Pages Posted: 13 Apr 2011
Date Written: March 1, 2000
Abstract
This paper provides an overview of topics in nonstationary panels: panel unit root tests, panel cointegration tests, and estimation of panel cointegration models. In addition it surveys recent developments in dynamic panel data models.
JEL Classification: C22, C23
Suggested Citation: Suggested Citation
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IZA Institute of Labor Economics
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